Indianapolis Monthly — Of all the weird things about “Weird Al” Yankovic, this may be the weirdest: While Coolio, Huey Lewis, and Michael Jackson really only had to worry about sounding like themselves, Weird Al and his criminally under-heralded band have to worry about sounding like The Collective Whole of 35 Years of American Pop Culture, plus Don McLean and Bob Dylan sometimes. There’s being diverse and then there’s being profoundly insane: I’ve never been in a band, but I imagine playing a set list that includes Chamillionaire, Madonna, an iconic grunge song, and a runaway polka is tougher than it looks, much like writing parody in the first place.

One guesses this was part of the drive behind Yankovic’s brilliant “Ridiculously Self-Indulgent Ill-Advised Vanity Tour,” which jam-packed the Palladium on Thursday night despite a preemptive barrage of reminders that humanity’s most iconic musical parodist—a guy whose name is synonymous with basically anything that contains some singing and is funny—would not be doing much of that.